In the present paper, we analyze the complex interaction among three macroscopic variables, dealing time intervals, spreads between ask and bid prices and price movements, observed in actual interbank exchange markets. For this analysis, we propose a new model of interbank exchange dealings as a...

Many research and monitoring activities rely on data from permanent plots, and the validity of results depends upon the quality and quantity of these data. Resources limit the number of such plots that can be established, so it is essential that all plots satisfy as many needs as possible. This...

Recent advances in statistical computation heavily depend on Monte Carlo simulation methods. In many statistical problems, simulated values are used to check or justify any rule whose distributional properties are not known or very difficult to compute. Monte Carlo simulation methods have...

We analyze the multivariable time series of foreign exchange rates. These are price movements that have often been analyzed, and dealing time intervals and spreads between bid and ask prices. Considering dealing time intervals as event timing such as neurons’ firings, we use raster plots (RPs)...